+642.6%
GS vs VTR
+85.6%
+556.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.4% | -2.4% | +5.8% | +4.2% |
| 30D | +0.2% | -3.7% | +3.9% | +1.3% |
| 3M | -0.3% | +13.5% | -13.9% | -5.0% |
| 6M | +27.4% | +7.2% | +20.2% | +23.2% |
| YTD | +19.6% | +17.6% | +2.1% | +12.1% |
| 1Y | +42.5% | +35.4% | +7.1% | +27.0% |
| 3Y | +240.4% | +132.8% | +107.6% | +148.8% |
| 5Y | +188.9% | +88.7% | +100.2% | +123.2% |
| 10Y | +642.6% | +87.6% | +554.9% | +353.9% |
| All | +642.6% | +85.6% | +556.9% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling